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Symphonies
Simons IFF Fund: Short it baby! 0.0.0.3.1 V2 (mainly TQQQ FTLT)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

80% tactically trades big‑tech via QQQ: TQQQ in uptrends, inverse funds after sharp run‑ups, UVXY as a hedge at overbought extremes. 20% runs a similar long/short tilt on semiconductors with SOXL/SOXS. Cash parks in T‑bills (BIL).
NutHow it works
Tickers: QQQ=Nasdaq‑100 (big tech), SPY=S&P 500, TQQQ=3x long QQQ; SQQQ/QID/PSQ=inverse QQQ (‑3x/‑2x/‑1x), SOXL/SOXS=3x semis, SOXX=semi index, UVXY=volatility hedge, BIL=T‑bills, TLT=long bonds. Signals: RSI (0–100 heat gauge), 200‑day average (trend), cumulative return (gain over X days), standard deviation (choppiness). Logic: 80% trades QQQ—use TQQQ in uptrends, short after big sprints, hedge with UVXY at extremes. 20% flips SOXL/SOXS similarly.
CheckmarkValue prop
Out-of-sample edge: 69.4% annualized return vs 23.8% for the S&P 500, +0.17% alpha, and Calmar ~1.31. Strong risk-adjusted upside, with higher drawdowns in tech/semis—mitigated by hedges and trend signals.

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Invest in this strategy
OOS Start Date
Aug 4, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical allocation, leveraged etfs, volatility hedge, trend-following, mean-reversion, tech-focused, semiconductors, shorting
Tickers in this symphonyThis symphony trades 19 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QID
ProShares UltraShort QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X Shares
Stocks
SOXS
Direxion Daily Semiconductor Bear 3X Shares
Stocks
SOXX
iShares Semiconductor ETF
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x Shares
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SQQQ
ProShares UltraPro Short QQQ
Stocks

FAQ

A Composer symphony is an automated trading strategy that executes trades based on parameters of your choice. Some symphonies are similar to holding one ETF in normal conditions and rotating to a different ETF when market conditions shift, for example a 5% drop in the S&P 500, while others use complex rules with dozens of triggers. However, complex doesn’t always mean better. A simple, well-structured symphony can be just as effective as an intricate one. Learn more about how symphonies work here.

The symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toTQQQ, SOXSandBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 68.07%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 52.84%. The maximum drawdown measures the largest peak-to-trough decline. It's an important metric to evaluate risk and the strategy's behavior during market stress.

To invest in the symphony, simply click the Invest button on this page. You'll need to open an account with Composer if you don't have one yet, then you can start investing. Composer will automatically execute the trades for you based on the strategy's rules. Composer also supports trading individual stocks, ETFs, and options.